Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 471'873 CHF | 475'873 CHF | 99.55% | 99.55% |
06.05.2024 | 0.85% | 93.80 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'272 CHF | 473'272 CHF | 100.00% | 100.00% |
03.05.2024 | 0.85% | 93.30 % | 94.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'256 CHF | 471'256 CHF | 100.00% | 100.00% |
02.05.2024 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'900 CHF | 479'900 CHF | 99.17% | 99.17% |
30.04.2024 | 0.82% | 96.50 % | 97.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'785 CHF | 487'785 CHF | 99.24% | 99.24% |
29.04.2024 | 0.80% | 99.00 % | 99.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'744 CHF | 499'744 CHF | 100.00% | 100.00% |
26.04.2024 | 0.81% | 99.10 % | 99.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'355 CHF | 496'355 CHF | 99.69% | 99.69% |
25.04.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'552 CHF | 498'552 CHF | 100.00% | 100.00% |
24.04.2024 | 0.80% | 98.90 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'922 CHF | 499'922 CHF | 99.75% | 99.75% |
23.04.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'801 CHF | 499'801 CHF | 99.75% | 99.75% |